相关论文: Guaranteed Bounds on Posterior Distributions of Di…
We propose a new method to approximate the posterior distribution of probabilistic programs by means of computing guaranteed bounds. The starting point of our work is an interval-based trace semantics for a recursive, higher-order…
In Bayesian probabilistic programming, a central problem is to estimate the normalised posterior distribution (NPD) of a probabilistic program with conditioning via score (a.k.a. observe) statements. Most previous approaches address this…
In this work, we consider the fundamental problem of deriving quantitative bounds on the probability that a given assertion is violated in a probabilistic program. We provide automated algorithms that obtain both lower and upper bounds on…
We lay out novel foundations for the computer-aided verification of guaranteed bounds on expected outcomes of imperative probabilistic programs featuring (i) general loops, (ii) continuous distributions, and (iii) conditioning. To handle…
We present an exact Bayesian inference method for inferring posterior distributions encoded by probabilistic programs featuring possibly unbounded loops. Our method is built on a denotational semantics represented by probability generating…
This paper develops upper and lower bounds for the probability of Boolean functions by treating multiple occurrences of variables as independent and assigning them new individual probabilities. We call this approach dissociation and give an…
This paper presents a new static analysis for deriving upper bounds on the expected resource consumption of probabilistic programs. The analysis is fully automatic and derives symbolic bounds that are multivariate polynomials of the inputs.…
Gaussian Processes (GPs) are widely employed in control and learning because of their principled treatment of uncertainty. However, tracking uncertainty for iterative, multi-step predictions in general leads to an analytically intractable…
We present a new method to propagate lower bounds on conditional probability distributions in conventional Bayesian networks. Our method guarantees to provide outer approximations of the exact lower bounds. A key advantage is that we can…
We consider the following problem: given a program, find tight asymptotic bounds on the values of some variables at the end of the computation (or at any given program point) in terms of its input values. We focus on the case of…
We study discrete probabilistic programs with potentially unbounded looping behaviors over an infinite state space. We present, to the best of our knowledge, the first decidability result for the problem of determining whether such a…
Robust Bayesian inference is the calculation of posterior probability bounds given perturbations in a probabilistic model. This paper focuses on perturbations that can be expressed locally in Bayesian networks through convex sets of…
Probabilistic programs encode stochastic models as ordinary-looking programs with primitives for sampling numbers from predefined distributions and conditioning. Their applications include, among many others, machine learning and modeling…
Convex sample approximations of chance-constrained optimization problems are considered, in which chance constraints are replaced by sets of sampled constraints. We propose a randomized sample selection strategy that allows tight bounds to…
The automatic generation of loop invariants is a fundamental challenge in software verification. While this task is undecidable in general, it is decidable for certain restricted classes of programs. This work focuses on invariant…
Exponential generalization bounds with near-tight rates have recently been established for uniformly stable learning algorithms. The notion of uniform stability, however, is stringent in the sense that it is invariant to the data-generating…
A fundamental computational task in probabilistic programming is to infer a program's output (posterior) distribution from a given initial (prior) distribution. This problem is challenging, especially for expressive languages that feature…
Estimation of parameters that obey specific constraints is crucial in statistics and machine learning; for example, when parameters are required to satisfy boundedness, monotonicity, or linear inequalities. Traditional approaches impose…
We develop new techniques for proving lower bounds on the least singular value of random matrices with limited randomness. The matrices we consider have entries that are given by polynomials of a few underlying base random variables. This…
We obtain distribution-free bounds for various fundamental quantities used in probability theory by solving optimization problems that search for extreme distributions among all distributions with the same mean and dispersion. These…